Anic Equity¶

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Total return since start: 0.712 %¶

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Equity now: -----------------------------> 52288.7 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45953.67 Kr¶

PnL: ---------------------------------------> -799.33 Kr¶

DD now: ---------------------------------> -1.566 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 10:18:17.931834'

Anic Portfolio¶

Today¶

Return: -0.052 %¶

This Week¶

Return: -0.052 %¶

Total portfolio value¶

Return including deposits: 71.18 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 2.430000 2321.000000 132.000000 6.030000 2189.000000
BHG Group 49 -2.040000 682.570000 43.570000 6.820000 638.999984
Embracer Group B 26 3.920000 700.440000 38.440000 5.810000 661.999988
Vitrolife 3 3.290000 697.800000 20.800000 3.070000 677.000001
Biotage 4 0.450000 621.200000 18.200000 3.020000 603.000000
Addtech B 3 2.130000 718.200000 18.200000 2.600000 699.999999
Indutrade 5 1.950000 1336.000000 16.000000 1.210000 1320.000000
Eastnine 6 -2.610000 672.000000 15.000000 2.280000 657.000000
Addnode Group B 6 2.240000 766.200000 14.200000 1.890000 751.999998
Sedana Medical 135 -1.950000 4344.300000 13.300000 0.310000 4330.999935
SynAct Pharma 9 -2.400000 657.900000 12.900000 2.000000 645.000003
Xvivo Perfusion 3 -0.180000 855.000000 10.000000 1.180000 845.000001
Sdiptech B 3 0.290000 831.600000 9.600000 1.170000 822.000000
Nolato B 12 -0.180000 657.000000 9.000000 1.390000 648.000000
BONESUPPORT HOLDING 10 -0.240000 1230.000000 6.000000 0.490000 1224.000000
Latour B 2 1.970000 454.800000 5.800000 1.290000 449.000000
NCC B 7 -0.210000 657.300000 3.300000 0.500000 653.999997
Fortnox 10 3.460000 669.400000 1.400000 0.210000 668.000000
Profoto Holding 7 0.000000 581.000000 -1.000000 -0.170000 581.999999
NCC A 6 1.630000 597.600000 -1.400000 -0.230000 598.999998
Lime Technologies 2 -1.010000 588.000000 -5.000000 -0.840000 593.000000
Volati 5 -4.380000 567.000000 -7.000000 -1.220000 574.000000
Sampo Oyj SDB 1 -0.900000 497.500000 -7.500000 -1.490000 505.000000
SCA A 4 0.000000 590.400000 -8.600000 -1.440000 599.000000
Investor B 3 0.440000 648.450000 -9.550000 -1.450000 657.999999
Balco Group 39 0.000000 1860.300000 -14.700000 -0.780000 1874.999997
Humana 40 -0.250000 641.600000 -32.400000 -4.810000 674.000000
Lundin Gold 7 1.380000 922.600000 -51.400000 -5.280000 973.999999
Creades A 7 0.970000 547.050000 -63.950000 -10.470000 610.999998
Ambea 68 0.440000 2469.760000 -67.240000 -2.650000 2537.000032
Investor A 16 0.320000 3467.200000 -77.800000 -2.190000 3545.000000
New Wave B 40 -0.020000 3818.000000 -98.000000 -2.500000 3916.000000
Gaming Innovation Group 161 -0.400000 4025.000000 -163.000000 -3.890000 4187.999942
Wästbygg Gruppen B 80 -1.470000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 -3.340000 2571.500000 -395.500000 -13.330000 2966.999993
TOTAL 45953.670000 -799.330000 -1.5656% 46752.999863

Updated:¶

'2023-06-13 10:18:35.876593'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶